League of Algo Challenge

Welcome to League of Algo Challenge.

Code your trading algorithms, simulate 6-month live paper trading to have performance that meets the required standards, and engage your algo with our affiliated asset management firms to manage real portfolio ! Prove your talent and become a quant fund manager.

This league is open to public. You can start the journey anytime.



code

1st Step: Code

You will code your trading algorithm and test on our back-testing engine.


Each algorithm shall trade one/multiple traditional asset classes or crypto-only assets

  • Equities
  • G8 currencies
  • Commodities
  • Crypto

Each algorithm shall NOT trade both traditional assets and crypto assets in the same portfolio.


simulate

2nd Step: Simulate

Each algorithm will simulate 6-month live paper trading


During this period, performance statitstics will be generated automtically to give an overall score and rank in the league table.


Each algorithm shall meet the performance criteria of:

  • Return
  • Sharpe
  • Drawdown
  • Stop loss mechanism

engage

Final Step: Engage

After 6-month live paper trading with proven performance statistics, your algorithm shall be given a Algo Qualificiation Certificate


You are required to prepare a deck with following information:

  • Your biography
  • Trading logic
  • Backtest and live results
  • Risk control & stop loss mechanism

Leaderboard

Criteria

A qualified algorithm must satisfy the following backtest and live paper trading criteria:

Backtest

  • At least 5 years backtest result
  • Annualised return > 5%
  • Sharpe ratio > 1
  • Monthly loss: no more than 4%
  • Portfolio loss: no more than 8%

Live paper trading

  • At least 6 months live paper trading result
  • Overall score: 60+
  • When you stop to debug or just simply re-run the algo, you need go through another 6-month live paper trading


Example of a qualified algorithm to trade multiple traditional asset classes (Equity + Currency) with backtest period 2018-2022 and live paper trading period 2023-2024 Feb:


example

Registration

Pay HK$300 to get HK$3,000 credits to shop your datasets. After payment, you will receive an email with login credential to join the league.

Code your trading algorithms, simulate 6-month live paper trading to have performance that meets the required standards, and engage your algo with our affiliated asset management firms to manage real portfolio !


Register

Resources

Spend your credits to shop the training datasets you need. Your algorithm shall be well trained with datasets and trade one/multiple traditional asset classes or crypto-only assets. Each algorithm shall NOT trade both traditional assets and crypto assets in the same portfolio..


Trading Products

  • Equities
  • G8 Currency
  • Commodities
  • Crypto

Datasets

Provide access to required historical data for model development and testing

  • Market data
  • News
  • Economic Statistics

System

Access to our back-testing engine, cloud simulation environment and relevant technical documents

OpenAI GPT4 embeded in engine to copilot and assist your coding


Parties

Participating Licensed Firms:

More partners joining ...


Supporting Organizations:


Co-organisers: